That's a good thought and the 'change up' concept I think would be important to creating value in various market conditions. As long as the data you fit all belonged to a similar market condition you could classify your strategies based on the larger market condition and search for which of your strategies fit best for now. Pretty cool foundation for automating ideas too and determining when each of your strategies would turn themselves on or off.
Nice try, but I pass. Hard to automate 20+ years of screen experience (which oftentimes cannot even be verbally articulated). Good Luck...
Yes I think a great point. That is certainly a large barrier to overcome for successful automation. Thanks for all your thoughts.
"good" strategies are dime a dozen. everybody has his/her own way of doing things. if you have the infrastructure, just test your ideas and find the ones that fit your trading goals/personality. It will end up being a better path than working with another individual in the hope of learning some secret sauce. there aren't any secret sauce and most strategies are pretty simple concepts with good risk management overlays.